ECTS - Risk Management
Risk Management (FNCE513) Course Detail
| Course Name | Course Code | Season | Lecture Hours | Application Hours | Lab Hours | Credit | ECTS |
|---|---|---|---|---|---|---|---|
| Risk Management | FNCE513 | General Elective | 3 | 0 | 0 | 3 | 5 |
| Pre-requisite Course(s) |
|---|
| N/A |
| Course Language | Turkish |
|---|---|
| Course Type | Technical Elective Courses |
| Course Level | Social Sciences Master's Degree |
| Mode of Delivery | Face To Face |
| Learning and Teaching Strategies | Lecture, Discussion, Question and Answer. |
| Course Lecturer(s) |
|
| Course Objectives | The aim of this course, in-depth analysis of the financial crisis and causes of this crisis which are market risk, credit risk and operational risks and to gain insight about international and Turkish risk management applications |
| Course Learning Outcomes |
The students who succeeded in this course;
|
| Course Content | Financial risk and the sources of risk, calculation and management of portfolio risk, exchange rate, interest rate and credit risk, traditional risk management methods, risk management instruments. |
Weekly Subjects and Releated Preparation Studies
| Week | Subjects | Preparation |
|---|---|---|
| 1 | General analysis of risk management | Chapter 1: Risk Management |
| 2 | International financial crisis | Chapter 2: International financial crisis |
| 3 | 2000-2001 Turkish financial crisis | Chapter 2: International financial crisis |
| 4 | Basic risk measurements approaches | Chaopter 8: Basic Risk Measurements Approaches, lecture notes |
| 5 | Market Risk and Management | Chapter 8: Basic Risk Measurements Approaches, lecture notes |
| 6 | Value at Risk Model for Market Risk | Chapter 9: What is Value at Risk? |
| 7 | Course overview and practice exam | |
| 8 | Midterm exam | |
| 9 | Valuation Methods for Interest Rate Risk | Lecture notes |
| 10 | Measurement of Interest Rate Risk | Lecture notes |
| 11 | Basel Standards and Capital Adequacy | Chapter 3 Basel II : Integration in International Markets, Lecture notes |
| 12 | BASEL II in Turkish banking sector | Chapter 4: The Adaptation of Turkish Banking system to BASEL II, Lecture notes |
| 13 | Credit risk and management | Lecture notes |
| 14 | Provisions for Credit Risk | Lecture notes |
| 15 | Comprehensive Course Overview and Practice Exam | |
| 16 | Final exam |
Sources
| Course Book | 1. Risk Yönetimi: Türkiye Finans Piyasalarında Entegre Risk Ölçüm Ve Yönetim Uygulamaları (2009), Doç. Dr. K. Evren Bolgün, M. Barış Akçay, Scala Yayıncılık |
|---|---|
| Other Sources | 2. Ders Notları |
Evaluation System
| Requirements | Number | Percentage of Grade |
|---|---|---|
| Attendance/Participation | 1 | 10 |
| Laboratory | - | - |
| Application | - | - |
| Field Work | - | - |
| Special Course Internship | - | - |
| Quizzes/Studio Critics | - | - |
| Homework Assignments | 1 | 15 |
| Presentation | 1 | 15 |
| Project | - | - |
| Report | - | - |
| Seminar | - | - |
| Midterms Exams/Midterms Jury | 1 | 30 |
| Final Exam/Final Jury | 1 | 30 |
| Toplam | 5 | 100 |
| Percentage of Semester Work | 0 |
|---|---|
| Percentage of Final Work | 100 |
| Total | 100 |
Course Category
| Core Courses | |
|---|---|
| Major Area Courses | X |
| Supportive Courses | |
| Media and Managment Skills Courses | |
| Transferable Skill Courses |
The Relation Between Course Learning Competencies and Program Qualifications
| # | Program Qualifications / Competencies | Level of Contribution | ||||
|---|---|---|---|---|---|---|
| 1 | 2 | 3 | 4 | 5 | ||
| 1 | Combines and applies the knowledge of their undergraduate field with business administration knowledge. | X | ||||
| 2 | Acquires knowledge about the structure and functioning of the financial system and each financial institution. | X | ||||
| 3 | Possesses knowledge of regulations and legislation related to financial institutions. | X | ||||
| 4 | Identifies the risks faced by different financial institutions and acquires the ability to develop basic solutions. | X | ||||
| 5 | Acquires knowledge of basic investment strategies. | X | ||||
| 6 | Gains knowledge of research methods and techniques and applies them. | X | ||||
| 7 | Acquires knowledge about the institutional characteristics of emerging and developed markets, as well as investment strategies for bonds, stocks, and derivative products in these markets. | X | ||||
| 8 | Acquires knowledge about the fundamentals, processes, and contributions of capital and securities markets to the financial system. | X | ||||
| 9 | Conveys business-related information using effective verbal, written, and visual communication methods. | X | ||||
| 10 | Develops awareness of professional ethics, environmental sensitivity, sustainability, social responsibility, and cultural, social, and universal values. | X | ||||
| 11 | Works effectively with different disciplines or multicultural teams, takes responsibility, conducts risk analysis, adapts to change, thinks critically, and takes initiative in problem-solving. | |||||
| 12 | Conducts the necessary literature review, identifies the research problem, develops hypotheses, designs the research, reaches conclusions using qualitative and quantitative methods, and as a result, possesses the ability to produce academic publications. | X | ||||
ECTS/Workload Table
| Activities | Number | Duration (Hours) | Total Workload |
|---|---|---|---|
| Course Hours (Including Exam Week: 16 x Total Hours) | 16 | 3 | 48 |
| Laboratory | |||
| Application | |||
| Special Course Internship | |||
| Field Work | |||
| Study Hours Out of Class | |||
| Presentation/Seminar Prepration | 1 | 15 | 15 |
| Project | |||
| Report | |||
| Homework Assignments | 1 | 15 | 15 |
| Quizzes/Studio Critics | |||
| Prepration of Midterm Exams/Midterm Jury | 1 | 25 | 25 |
| Prepration of Final Exams/Final Jury | 1 | 25 | 25 |
| Total Workload | 128 | ||